VHYL.L vs. SDIP.L

Last updated Jun 8, 2026

VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and SDIP.L (Global X SuperDividend UCITS ETF USD Distributing) are both Dividend funds - VHYL.L tracks the FTSE All-World High Dividend Yield Index while SDIP.L tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, VHYL.L returned 15.77%/yr vs 12.02%/yr for SDIP.L. A 0.63 correlation means they provide meaningful diversification when combined. VHYL.L charges 0.29%/yr vs 0.45%/yr for SDIP.L.

Performance

VHYL.L vs. SDIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VHYL.L achieves a 10.73% return, which is significantly higher than SDIP.L's 6.83% return.

VHYL.L

• 1D: -0.49%
• 1M: 2.68%
• YTD: 10.73%
• 6M: 12.06%
• 1Y: 26.88%
• 3Y*: 15.77%
• 5Y*: 11.46%
• 10Y*: 10.73%

SDIP.L

• 1D: -0.27%
• 1M: -3.31%
• YTD: 6.83%
• 6M: 6.05%
• 1Y: 25.38%
• 3Y*: 12.02%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYL.L vs. SDIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	10.73%	18.23%	11.22%	5.25%	5.02%
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	6.83%	18.63%	1.62%	0.39%	-17.07%

Correlation

The correlation between VHYL.L and SDIP.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022	0.63

The correlation between VHYL.L and SDIP.L has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

Return for Risk

VHYL.L vs. SDIP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHYL.L

VHYL.L Risk / Return Rank: 88
VHYL.L Sharpe Ratio Rank: 93
VHYL.L Sortino Ratio Rank: 93
VHYL.L Omega Ratio Rank: 93
VHYL.L Calmar Ratio Rank: 81
VHYL.L Martin Ratio Rank: 79

SDIP.L

SDIP.L Risk / Return Rank: 88
SDIP.L Sharpe Ratio Rank: 88
SDIP.L Sortino Ratio Rank: 90
SDIP.L Omega Ratio Rank: 88
SDIP.L Calmar Ratio Rank: 88
SDIP.L Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VHYL.L vs. SDIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) and Global X SuperDividend UCITS ETF USD Distributing (SDIP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	VHYL.L	SDIP.L	Difference
Sharpe ratio: Return per unit of total volatility	3.10	2.72	+0.38
Sortino ratio: Return per unit of downside risk	4.18	3.87	+0.31
Omega ratio: Gain probability vs. loss probability	1.59	1.52	+0.08
Calmar ratio: Return relative to maximum drawdown	3.85	4.83	-0.98
Martin ratio: Return relative to average drawdown	13.90	17.50	-3.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VHYL.L vs. SDIP.L - Sharpe Ratio Comparison

The current VHYL.L Sharpe Ratio is 3.10, which is comparable to the SDIP.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of VHYL.L and SDIP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VHYL.L	SDIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.10	2.72	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.10	+0.60

Drawdowns

VHYL.L vs. SDIP.L - Drawdown Comparison

The maximum VHYL.L drawdown since its inception was -27.87%, roughly equal to the maximum SDIP.L drawdown of -27.38%. Use the drawdown chart below to compare losses from any high point for VHYL.L and SDIP.L.

Drawdown Indicators

	VHYL.L	SDIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.87%	-27.38%	-0.49%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-5.35%	-1.60%
Max Drawdown (3Y) Largest decline over 3 years	-12.79%	-17.52%	+4.73%
Max Drawdown (5Y) Largest decline over 5 years	-12.79%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.87%	—	—
Current Drawdown Current decline from peak	-0.70%	-3.43%	+2.73%
Average Drawdown Average peak-to-trough decline	-3.61%	-13.17%	+9.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.48%	+0.45%

Volatility

VHYL.L vs. SDIP.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 1.83%, while Global X SuperDividend UCITS ETF USD Distributing (SDIP.L) has a volatility of 2.05%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than SDIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VHYL.L	SDIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.83%	2.05%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	6.84%	6.62%	+0.22%
Volatility (1Y) Calculated over the trailing 1-year period	8.64%	9.50%	-0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.76%	16.14%	-5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.06%	16.14%	-3.08%

VHYL.L vs. SDIP.L - Expense Ratio Comparison

VHYL.L has a 0.29% expense ratio, which is lower than SDIP.L's 0.45% expense ratio.

Dividends

VHYL.L vs. SDIP.L - Dividend Comparison

VHYL.L's dividend yield for the trailing twelve months is around 2.50%, less than SDIP.L's 9.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SDIP.L Global X SuperDividend UCITS ETF USD Distributing	9.25%	9.39%	11.34%	12.51%	8.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	2.50%	2.79%	3.08%	3.37%	3.67%	3.08%	3.28%	3.34%	3.63%	3.09%	2.88%	3.20%

Frequently Asked Questions

Can I hold both VHYL.L and SDIP.L in my portfolio?

VHYL.L and SDIP.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VHYL.L or SDIP.L?

On fees, VHYL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VHYL.L or SDIP.L?

VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.45% for SDIP.L.

What is the main difference between VHYL.L and SDIP.L?

VHYL.L tracks FTSE All-World High Dividend Yield Index, while SDIP.L tracks Solactive Global SuperDividend Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.29% for VHYL.L and 0.45% for SDIP.L.